Numerical strategies for filtering partially observed stiff stochastic differential equations-Reference-Cited by-同舟云学术

Numerical strategies for filtering partially observed stiff stochastic differential equations

Published:2011-02 Issue:3 Volume:230 Page:744-762
ISSN:0021-9991
Container-title:Journal of Computational Physics
language:en
Short-container-title:Journal of Computational Physics

Author:

Harlim John

Publisher

Elsevier BV

Subject

Computer Science Applications,Physics and Astronomy (miscellaneous),Applied Mathematics,Computational Mathematics,Modeling and Simulation,Numerical Analysis

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4. Optimal Filtering;Anderson,1979

5. Kalman Filtering;Chui,1999

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